Malliavin Calculus for Levy Processes with Applications to Finance - Universitext - Giulia Di Nunno - Bøker - Springer-Verlag Berlin and Heidelberg Gm - 9783540785712 - 15. september 2009
Ved uoverensstemmelse mellom cover og tittel gjelder tittel

Malliavin Calculus for Levy Processes with Applications to Finance - Universitext 1st Corrected ed. 2009, Corr. 2nd printing 2009 edition

Giulia Di Nunno

Pris
Ft 34.594

Bestillingsvarer

Forventes levert 25. jun - 5. jul
Legg til iMusic ønskeliste

Malliavin Calculus for Levy Processes with Applications to Finance - Universitext 1st Corrected ed. 2009, Corr. 2nd printing 2009 edition

This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents the development of the theory and its use in new fields of application.


418 pages, 1, black & white illustrations

Media Bøker     Pocketbok   (Bok med mykt omslag og limt rygg)
Utgitt 15. september 2009
ISBN13 9783540785712
Utgivere Springer-Verlag Berlin and Heidelberg Gm
Antall sider 418
Mål 158 × 227 × 30 mm   ·   620 g
Språk Engelsk